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Conference: "I Gran Sasso Workshop in Mathematical Finance"

  • Date September 27-29, 2017
  • Room GSSI Main Lecture Hall
  • Speaker many speakers

Conference: "I Gran Sasso Workshop in Mathematical Finance"

GSSI, L'Aquila, September 27-28-29, 2017

The Conference "I Gran Sasso Workshop in Mathematical Finance" aims to provide an overview of new challenges in Mathematical Finance and Insurance. Top researchers in the field will present results in a wide range of topics including model uncertainty, stochastic calculus and processes, statistics, risk management, and applications.

There is no admission fee. Admittance is on a first come first served basis. Registrations ends on September 1, 2017.

Scientific Committee: Francesca Biagini, Jean-Pierre Fouque, Marco Frittelli, Paolo Guasoni, Philip Protter, Mete Soner.

Organization: Gran Sasso Science Institute (GSSI)

 


PLEANARY SPEAKERS

Peter Bank
Delia Coculescu
Hans Föllmer
Jean Jacod
Jin Ma
Josef Teichmann
Nizar Touzi


INVITED SPEAKERS

Beatrice Acciaio
Matteo Burzoni
Romuald Elie
Tolulope Rhoda Fadina
Antoine Jacquier
Marco Maggis
Cecilia Mancini
Marcel Nutz
Mathieu Rosenbaum
Johannes Ruf

 

SCHEDULE

Wednesday, September 27th

1.30 - 2.00 pm: Registration and Opening 

(Chairman: Marco Frittelli)
2.00 - 3.00 pm: Hans Föllmer 
3.00 - 3.30 pm: Beatrice Acciaio 

3.30 - 4.00 pm: COFFEE BREAK

(Chairman: Hans Foellmer)
4.00 - 4.30 pm: Marcel Nutz
4.30 - 5.00 pm: Marco Maggis
5.00 - 6.00 pm: Josef Teichmann

 


Thursday, September 28th

(Chairman: Philip Protter)
9.00 - 10.00 am: Peter Bank
10.00 - 10.30 am: Antoine Jacquier

10.30 - 11.00 am: COFFEE BREAK

(Chairman: Peter Bank)
11.00 - 11.30 am: Mathieu Rosenbaum
11.30 - 12.30 pm: Jean Jacod

12.30 - 2.00 pm: LUNCH

(Chairman: Josef Teichmann)
2.00 - 3.00 pm: Jin Ma
3.00 - 3.30 pm: COFFEE BREAK
3.30 - 4.00 pm: Tolulope Rhoda Fadina

 

Friday, September 29th

(Chairman: Nizar Touzi)
9.00 - 10.00 am: Delia Coculescu
10.00 - 10.30 am: Johannes Ruf

10.30 - 11.00 am: COFFEE BREAK

(Chairman: Jin Ma)
11.00 - 11.30 am: Cecilia Mancini
11.30 - 12.00 am: Matteo Burzoni
12.00 - 1.00 pm: Nizar Touzi



TRAVEL INDICATIONS

For information on how to reach the GSSI, please click on the following link: http://www.gssi.infn.it/images/seminars/How-to-reach-the-GSSI.pdf 

REGISTRATION

In order to register, please fill in the registration form at https://goo.gl/QoTV5t by September 1, 2017.